CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 16-Sep-2022

Day Change Summary
	Previous	Current
	15-Sep-2022	16-Sep-2022	Change	Change %	Previous Week
Open	1.0109	1.0110	0.0002	0.0%	1.0223
High	1.0145	1.0166	0.0021	0.2%	1.0322
Low	1.0109	1.0078	-0.0031	-0.3%	1.0078
Close	1.0126	1.0134	0.0009	0.1%	1.0134
Range	0.0037	0.0088	0.0051	139.7%	0.0244
ATR	0.0093	0.0092	0.0000	-0.4%	0.0000
Volume	1,860	199	-1,661	-89.3%	5,079

Daily Pivots for day following 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0388	1.0349	1.0182
R3	1.0301	1.0261	1.0158
R2	1.0213	1.0213	1.0150
R1	1.0174	1.0174	1.0142	1.0194
PP	1.0126	1.0126	1.0126	1.0136
S1	1.0086	1.0086	1.0126	1.0106
S2	1.0038	1.0038	1.0118
S3	0.9951	0.9999	1.0110
S4	0.9863	0.9911	1.0086

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0908	1.0765	1.0268
R3	1.0665	1.0521	1.0201
R2	1.0421	1.0421	1.0179
R1	1.0278	1.0278	1.0156	1.0228
PP	1.0178	1.0178	1.0178	1.0153
S1	1.0034	1.0034	1.0112	0.9984
S2	0.9934	0.9934	1.0089
S3	0.9691	0.9791	1.0067
S4	0.9447	0.9547	1.0000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0322	1.0078	0.0244	2.4%	0.0098	1.0%	23%	False	True	1,015
10	1.0322	1.0000	0.0322	3.2%	0.0099	1.0%	42%	False	False	1,027
20	1.0322	1.0000	0.0322	3.2%	0.0092	0.9%	42%	False	False	721
40	1.0524	1.0000	0.0524	5.2%	0.0078	0.8%	26%	False	False	416

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0537
2.618	1.0395
1.618	1.0307
1.000	1.0253
0.618	1.0220
HIGH	1.0166
0.618	1.0132
0.500	1.0122
0.382	1.0111
LOW	1.0078
0.618	1.0024
1.000	0.9991
1.618	0.9936
2.618	0.9849
4.250	0.9706

Fisher Pivots for day following 16-Sep-2022
Pivot	1 day	3 day
R1	1.0130	1.0130
PP	1.0126	1.0126
S1	1.0122	1.0122

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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